+27.4%
IVZ vs HUBB
+123.0%
-95.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.4% |
| 7D | -2.4% | +1.7% | -4.1% | -3.4% |
| 30D | -11.2% | -9.7% | -1.5% | -6.2% |
| 3M | -14.0% | -15.2% | +1.2% | -6.2% |
| 6M | +0.5% | -14.0% | +14.4% | +7.8% |
| YTD | +5.4% | -2.4% | +7.9% | +3.8% |
| 1Y | +19.5% | -5.8% | +25.3% | +20.0% |
| 3Y | +128.7% | +60.4% | +68.3% | +56.1% |
| All | +27.4% | +123.0% | -95.6% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling